+243.6%
W vs CVE
+136.7%
+107.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +3.3% | -10.1% | +13.4% | +5.9% |
| 30D | +10.5% | -12.1% | +22.6% | +13.8% |
| 3M | +9.6% | -1.9% | +11.5% | +9.0% |
| 6M | +76.4% | -1.8% | +78.2% | +72.3% |
| YTD | +16.4% | +65.8% | -49.4% | -4.5% |
| 1Y | +9.3% | +60.8% | -51.5% | -9.8% |
| 3Y | +172.8% | +70.1% | +102.7% | +119.7% |
| 5Y | -53.4% | +134.8% | -188.1% | -66.4% |
| 10Y | +243.6% | +130.1% | +113.5% | +73.2% |
| All | +243.6% | +136.7% | +107.0% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling